+25.3%
BIL vs GPC
+79.8%
-54.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | +0.9% | +39.2% | -38.3% | +0.9% |
| 6M | +1.8% | +18.2% | -16.4% | +1.8% |
| YTD | +2.5% | +12.1% | -9.6% | +2.5% |
| 1Y | +3.7% | -0.7% | +4.4% | +3.7% |
| 3Y | +14.1% | -1.7% | +15.8% | +14.1% |
| 5Y | +19.4% | +29.3% | -9.9% | +19.4% |
| 10Y | +25.3% | +80.7% | -55.4% | +25.2% |
| All | +25.3% | +79.8% | -54.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling